+27,357.8%
KLAC vs STM
+2,016.3%
+25,341.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.8% | +3.0% |
| 7D | +7.5% | +1.4% | +6.0% | +7.1% |
| 30D | -15.3% | -8.4% | -7.0% | -10.0% |
| 3M | -19.6% | -15.8% | -3.8% | -10.3% |
| 6M | -12.5% | -22.8% | +10.3% | +1.5% |
| YTD | +33.0% | +79.4% | -46.4% | -10.9% |
| 1Y | +35.9% | +97.0% | -61.0% | -14.3% |
| 3Y | +208.6% | +14.2% | +194.4% | +153.4% |
| 5Y | +309.5% | -4.5% | +313.9% | +272.5% |
| 10Y | +2,381.5% | +463.1% | +1,918.5% | +573.2% |
| All | +27,357.8% | +2,016.3% | +25,341.4% | +3,199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling